1. Yes, you can use SFML's window & system modules with raw OpenGL, but I'm not sure about graphics module.
3. I'm also learning OpenGL and here are some good lessons:
http://learnopengl.com/ and
https://open.gl/. (if you wants learn by creating a game you can watch
ThinMatrix's series, but they are in Java( pretty easy to translate to C++), but is a good series for beginners).
4. I'm not sure, but from what I know this does not depend on the OS, but the gpu drivers.
I also use GLEW and not the SFML's GL header.